So I need to order a few things from Jameco -- an 8-AAA battery pack, a solderless breadboard, some power supplies, some stepper motors. I figure I should make a proper order of it and get some extra stuff for future, unforeseen projects.

What relatively inexpensive components would you suggest I stock up on?

I <3 Jameco. So much better than Digikey for some things- like resistors and motors and stuff like that. I don't CARE who makes the resistor- just sell me 50 of them!

So, I'd get (if you don't already have it) an assortment of resistors. Jameco sells component assortments, and resistors are a good thing to have a nice stock of. 5% tolerance will do, although at my last job I bought a REALLY nice 1% kit of 1206 surface mount ones. 1206 is so large as to be practically through-hole, if you have a nice pair of tweezers.

For caps, you don't need a variety, just .1uF, 10uF, and 100uF. Ceramic for the first, and aluminum electrolytic for the next two. Tantalums are nice but not generally worth the extra price, plus they are STUPID fickle about voltage levels (they are NOT kidding when they say 10V limit)(and for the love of God don't reverse bias them), and when they fail, they do so spec-TAC-ularly, and by shorting their terminals.

I'd grab some potentiometers; those are always nice. Maybe some transistors (probably some 2N2222 or equivalent, along with some matched 2N3904/2N3906 PNP/NPN pairs)(and some MOSFETs; I've always been partial to the BS170 for NMOS; PMOS I have one but I don't recall the part number. PMOS is more useful than generally supposed because a PMOSFET makes an IDEAL reverse-battery-insertion guard; unlike a diode, it has little or no voltage drop). Buttons and switches are always a nice thing to have around.

Diodes- probably some 1N914 and some 1N4001.

Header pins? Maybe. Just get the longest piece of .1" header pins they have and snap them yourself. I find them to be very useful for a lot of stuff- I burn through them quite fast.

Op-amps, for sure. My very favoritest op-amp is the TLC2272. It has very nearly rail-to-rail I/O at single-ended 5V power, JFET input for super low leakage, pretty low power consumption, nice Voffset, and reasonable bandwidth. It's a terrific general purpose op-amp.

Light sensors? Photodiodes, phototransistors, and CdS photocells all have their uses: photodiodes tend to be faster but harder to interface with, phototransistors are easier to interface but slower, and photocells are really slow but have a lovely sensitivity curve that lines up neatly with that of the human eye, unlike the other two, which tend to respond to a fairly narrow bandwidth of light.

And of COURSE, you'll want to pick up some 7805 or similar. I like the LM2931, myself- it tends to be much lower dropout than the standard 7805, so you only need about .5V or less headroom above your desired operating voltage rather than the full 1.5V or so that the 7805 requires.

Just for fun, consider accelerometers, hall effect sensors, and reed relays. I don't really care for on/off hall effect sensors; much easier to use a reed relay. But a linear one, that can detect a magnet and output a voltage based on how strong the magnet is, those are ALL kinds of fun.

An LCD might be an interesting toy. I have a REALLY excellent document describing how to interface to an LCD driven by a Hitachi 44780 or equivalent IC. Almost all (as in, I have never seen an exception) character based LCDs are driven by the 44780. It's actually REALLY simple to interface with. I'm also working (slowly; my PIC programmer died so I'm behind) on an SPI interface IC that will let you control an LCD with as few as two data lines instead of the standard 7 to 11.

Wow, that got long. At any rate, if there's interest enough, I'd consider doing another electronics class with more advanced topics covering some or all of these things. Pipe up if you're interested!